On Henrici's transformation in optimization
Applicationes Mathematicae, Tome 27 (2000) no. 2, pp. 127-141
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
Henrici's transformation is a generalization of Aitken's $Δ^2$-process to the vector case. It has been used for accelerating vector sequences. We use a modified version of Henrici's transformation for solving some unconstrained nonlinear optimization problems. A convergence acceleration result is established and numerical examples are given.
DOI :
10.4064/am-27-2-127-141
Keywords:
Henrici's transformation, nonlinear optimization
Affiliations des auteurs :
B. Rhanizar 1
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author = {B. Rhanizar},
title = {On {Henrici's} transformation in optimization},
journal = {Applicationes Mathematicae},
pages = {127--141},
publisher = {mathdoc},
volume = {27},
number = {2},
year = {2000},
doi = {10.4064/am-27-2-127-141},
zbl = {0994.90131},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-27-2-127-141/}
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TY - JOUR AU - B. Rhanizar TI - On Henrici's transformation in optimization JO - Applicationes Mathematicae PY - 2000 SP - 127 EP - 141 VL - 27 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.4064/am-27-2-127-141/ DO - 10.4064/am-27-2-127-141 LA - en ID - 10_4064_am_27_2_127_141 ER -
B. Rhanizar. On Henrici's transformation in optimization. Applicationes Mathematicae, Tome 27 (2000) no. 2, pp. 127-141. doi: 10.4064/am-27-2-127-141
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